A Small Data Approach to Risk Metrics: Risk Metrics White Paper

(Read more about the origins of the risk metrics project here and here)

The Risk Metrics White Paper

The risk metrics project has come into sharper focus over the last couple of weeks and I’m now comfortable with the foundation of the system and how to manage the data. I’m still a little unsure as to which metrics will be most useful but I have an initial set of 12 to start with and user feedback will be the best judge of what’s relevant.

The background and methodology are in the paper below which is still a draft as I have a couple of issues I want to sit on for a bit, particularly around how to best illustrate the trend vectors.

(I appreciate that calling this a white paper is a bit pretentious but this format forces me to be clearer and more definitive about things than the blog.)

Introducing DCDR Research

Much as I love messing around with metrics, I appreciate that this isn’t everyone’s cup of tea so filling this blog with statistical updates won’t make for great reading.

Similarly, I want the data to be easily accessible for users so I’ve re-worked the So What? site and brought it under the DCDR URL (there’s a link between the risk metrics and the risk assessment app that I’ll tackle in the new year so it makes sense to combine these). I’ll be updating the metrics and issuing analysis reports on that site, not via the blog.

If you are interested in risk metrics, please head over to DCDR Research to take a look at the reports and subscribe for updates.

Get the reports here

If not, I hope you enjoy the white paper anyway.


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